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Directed principal component analysis
Kao, Yi-hao; Van Roy, Benjamin - In: Operations research 62 (2014) 4, pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Database structure for a multi stage stochastic optimization based decision support system for asset : liability management of a life insurance company
Rao, Harish V.; Dutta, Goutam; Basu, Sankarshan - 2014
Persistent link: https://www.econbiz.de/10010370283
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A multistage linear stochastic programming model for optimal corporate debt management
Valladão, Davi M.; Veiga, Alvaro; Veiga, Geraldo - In: European journal of operational research : EJOR 237 (2014) 1, pp. 303-311
Persistent link: https://www.econbiz.de/10010378601
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Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il; Kim, Woo Chang; Mulvey, John M. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 450-458
Persistent link: https://www.econbiz.de/10010356729
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Downside risk in multiperiod tracking error models
Barro, Diana; Canestrelli, Elio - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 263-283
Persistent link: https://www.econbiz.de/10010356930
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Portfolio optimization for an investor with a benchmark
Korn, Ralf; Lindberg, Carl - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
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On the complexity of the single machine scheduling problem minimizing total weighted delay penalty
Vásquez, Óscar C. - In: Operations research letters 42 (2014) 5, pp. 343-347
Persistent link: https://www.econbiz.de/10010404393
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An affective heuristic for multistage linear programming with a stochastic right-hand side
Beltran-Royo, Cesar; Escudero, Laureano F.; Monge, J. F.; … - In: Computers & operations research : and their … 51 (2014), pp. 237-250
Persistent link: https://www.econbiz.de/10010408851
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Risk measures in optimization problems via empirical estimates
Kaňková, Vlasta - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 162-177
Persistent link: https://www.econbiz.de/10010341116